+166.6%
CMRE vs SPY
+738.9%
-572.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +5.9% | +0.1% | +5.8% | +5.8% |
| 3M | +0.6% | +2.0% | -1.4% | -1.8% |
| 6M | -9.5% | +13.0% | -22.5% | -19.9% |
| YTD | 0.0% | +13.5% | -13.6% | -11.9% |
| 1Y | +32.1% | +20.0% | +12.1% | +10.2% |
| 3Y | +61.7% | +77.2% | -15.5% | -9.0% |
| 5Y | +19.7% | +81.9% | -62.2% | -34.6% |
| 10Y | +162.2% | +314.1% | -151.9% | -34.9% |
| All | +166.6% | +738.9% | -572.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling